I have found volatility in the black model for swaption for different maturity (1-2-3-6-9M, 1Y, 18M, 2-10Y, 15-20-25-30Y) and Tenor (1-10Y, 15-20-25-30Y). Now I need another values (Maturity: 2, Tenor: 12).

I work with Excel without add-ins, I tried linear interpolation between (2,10) and (2,15), but I have some doubt on this method. I know some advanced inteprolation techniques (spline) in 2 dimension wich I could use for a given maturity, but it could take some time to implement a bicubic spline interpolation method.

I could also use a (Maturity,Tenor) Interpolation, but I have some odd values for short maturity/short tenor. I would like to remove these " outliers". There is only discussion on advanced volatility interpolation for option.

What would be a reliable/fast method to interpolate Volatility(Maturity,Tenor) ?

I don't need a generic interpolation method but some suggestion on how to improve them for volatility interpolation, or a more complex interpolation method (not too complex) wich has given some good results.

Here are my data so you could see what I am doing, the graph is a 1D cubic interpolation on maturity (step 1/12) then on tenor (step 1).

I assume you need the data for calibration purposes ?
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ProbilitatorMay 28 '14 at 19:00

as far as I know people often just use log linear interpolation between neighbouring rates. This is at least what Brigo&Mercurio do and there work is considered a gold standard in the field
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ProbilitatorMay 28 '14 at 19:11

I know spline interpolation for 1D curve, is tehre anything for a surface ?
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Were_catMay 26 '14 at 21:24

I modified the answer; I hope it suits you.
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QuantopicMay 26 '14 at 21:52

Sorry, i meant I have spline interpolation in 1D. I don't have 2D (a matlab function is not helping, I need to code it in VBA, so a source to translate would be usefull). In fact I'm lookng for specific interpolation to finance (and vol ?) not a general one. I have edited my question to make me clearer.
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Were_catMay 28 '14 at 16:43